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SiriusPoint Ltd. SPNT

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Market datapartial · fetched 2026-10-22T22:05:49.620Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002740495Z

FundamentalsAlpha Vantage · unavailable

Share price$25.96
1D+0.6%
AH$25.75$25.85$25.94$26.03$26.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPNT
Sold putSold callAH

SiriusPoint Ltd. options

Live interpolated SPNT call and put midpoint premiums by absolute delta.SiriusPoint Ltd.$0.24$1.65$3.06$4.47$5.87$21.21$23.42$25.63$27.84$30.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPNT spot · $25.96SPNT PRICE$0.40$0.50$0.60$0.71$0.81$0.92$1.02$1.13$1.23$1.33$1.44$3.35$5.47$0.79$0.72$0.66$0.78$1.16$1.53$1.91$2.29$2.67$3.04$3.42$3.80$4.18
PutsExpensive2.17×
CallsExpensive1.72×
SkewBearish+9.05 pp
Implied moveBearish±$2.93
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.9052.1%16.7%20.19111.8%25.3%
25Δ29.4249.8%15.2%22.0483.0%17.9%
30Δ28.9347.5%13.8%23.9054.2%10.5%
35Δ28.4545.2%12.3%25.2137.8%5.9%
40Δ27.9643.0%10.8%25.7239.3%5.4%
45Δ27.4840.7%9.4%26.2440.8%4.8%
50Δ26.9938.4%7.9%26.7542.2%4.3%
55Δ26.5136.1%6.4%27.2643.7%3.8%
60Δ26.0233.8%5.0%27.7845.2%3.3%
65Δ25.5431.5%3.5%28.2946.6%2.7%
70Δ25.0529.3%2.0%28.8048.1%2.2%
75Δ23.0851.5%1.8%29.3249.6%1.7%
80Δ20.9476.7%1.7%29.8351.0%1.2%

20Δ

Calls
Pseudo strike
29.90
IV
52.1%
B/E move
16.7%
Puts
Pseudo strike
20.19
IV
111.8%
B/E move
25.3%

25Δ

Calls
Pseudo strike
29.42
IV
49.8%
B/E move
15.2%
Puts
Pseudo strike
22.04
IV
83.0%
B/E move
17.9%

30Δ

Calls
Pseudo strike
28.93
IV
47.5%
B/E move
13.8%
Puts
Pseudo strike
23.90
IV
54.2%
B/E move
10.5%

35Δ

Calls
Pseudo strike
28.45
IV
45.2%
B/E move
12.3%
Puts
Pseudo strike
25.21
IV
37.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
27.96
IV
43.0%
B/E move
10.8%
Puts
Pseudo strike
25.72
IV
39.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
27.48
IV
40.7%
B/E move
9.4%
Puts
Pseudo strike
26.24
IV
40.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
26.99
IV
38.4%
B/E move
7.9%
Puts
Pseudo strike
26.75
IV
42.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
26.51
IV
36.1%
B/E move
6.4%
Puts
Pseudo strike
27.26
IV
43.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
26.02
IV
33.8%
B/E move
5.0%
Puts
Pseudo strike
27.78
IV
45.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
25.54
IV
31.5%
B/E move
3.5%
Puts
Pseudo strike
28.29
IV
46.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
25.05
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
28.80
IV
48.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
23.08
IV
51.5%
B/E move
1.8%
Puts
Pseudo strike
29.32
IV
49.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
20.94
IV
76.7%
B/E move
1.7%
Puts
Pseudo strike
29.83
IV
51.0%
B/E move
1.2%

Options history

No recorded observations